+2,451.8%
EXC vs CRS
+6,376.2%
-3,924.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | -1.9% | +7.4% | -9.3% | -3.1% |
| 30D | +7.8% | -21.2% | +29.0% | +10.9% |
| 3M | +1.9% | -43.3% | +45.1% | +10.1% |
| 6M | +3.4% | -29.4% | +32.8% | +7.5% |
| YTD | +7.6% | -4.7% | +12.3% | +5.8% |
| 1Y | +2.1% | -9.6% | +11.7% | +1.2% |
| 3Y | +29.6% | +355.5% | -325.9% | -5.9% |
| 5Y | +39.5% | +826.6% | -787.0% | -13.3% |
| 10Y | +200.2% | +846.1% | -645.9% | +68.1% |
| All | +2,451.8% | +6,376.2% | -3,924.3% | +912.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling